+1,365.5%
CRH vs FLR
+579.2%
+786.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -6.1% | -3.5% | -2.6% | -5.2% |
| 30D | -9.3% | +4.2% | -13.4% | -10.5% |
| 3M | -15.2% | +8.1% | -23.3% | -17.9% |
| 6M | -14.2% | +21.5% | -35.7% | -20.4% |
| YTD | -28.3% | +36.8% | -65.0% | -35.8% |
| 1Y | -21.8% | +31.2% | -53.0% | -29.6% |
| 3Y | +71.6% | +53.9% | +17.7% | +40.5% |
| 5Y | +96.6% | +243.0% | -146.4% | +22.7% |
| 10Y | +253.8% | +18.8% | +235.0% | +142.1% |
| All | +1,365.5% | +579.2% | +786.2% | +855.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling